Interest Rate Derivatives – Page 12 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Asset Classes | April 2, 2013

Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE

Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,... Read more

Documents (1) for Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE

rates-sdr-liquidity-data-jan-through-march-2013(pdf) will open in a new tab or window

Asset Classes | March 25, 2013

LIBOR Discontinuations Guidance

Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more

Documents (2) for LIBOR Discontinuations Guidance

Asset Classes | March 23, 2013

ISDA FIX Characteristics and Contributor Panels–Currency: GBP

ISDAFIX as of March 23, 2013

Documents (1) for ISDA FIX Characteristics and Contributor Panels–Currency: GBP

isdafix-gbp-25-march-2013(pdf) will open in a new tab or window

Asset Classes | March 20, 2013

Credit Liquidity Data (January – March 2013) – DATA UPDATE

Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more

Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE

credit-dtcc-sdr-data-3-11-13-3pm(pdf) will open in a new tab or window

Asset Classes | March 4, 2013

Credit and Interest Rate Liquidity Data Study (January 2013)

Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more

Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)

credit-and-rates-sdr-liquidity-data-study-january-2013(pdf) will open in a new tab or window

Asset Classes | June 28, 2012

ISDAFIX®

ISDAFIX is the leading benchmark for annual swap rates for swap transactions worldwide. This screen... Read more

Documents (0) for ISDAFIX®

Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels–Currency: HKD

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels–Currency: HKD

isdafix-hkd-mayjune-2012-final(pdf) will open in a new tab or window

Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels—Currency: JPY

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: JPY

isdafix-jpy-may-june-2012-final(pdf) will open in a new tab or window

Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels—Currency: CHF

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: CHF

isdafix-chf-mayjune-2012-final(pdf) will open in a new tab or window

Asset Classes | April 16, 2012

Leap Year Conventions 2012

Industry practice with regards to leap year trading from the ISDA Rates Steering Committee

Documents (1) for Leap Year Conventions 2012

leap-year-convensions-2(pdf) will open in a new tab or window